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Jan
29
reviewed Reviewed What are the advantages/disadvantages of OHLC over VWAP?
Jan
29
revised What are the advantages/disadvantages of OHLC over VWAP?
rephrased question, reformat
Jan
29
reviewed Reviewed How do you estimate the capacity of a strategy from historical data?
Jan
28
comment Simulation of GBM
@gu7z not it's not, by definition of the model.
Jan
28
comment Simulation of GBM
@gu7z you can accept the answer if you're satisfied by it!
Jan
28
comment Simulation of GBM
That's absolutely right.
Jan
28
answered Simulation of GBM
Jan
28
revised Simulation of GBM
deleted 1 characters in body
Jan
28
revised Robust Bayesian portfolio optimization in matlab?
added 1 characters in body
Jan
27
revised Robust Bayesian portfolio optimization in matlab?
edited tags; edited title
Jan
27
answered Robust Bayesian portfolio optimization in matlab?
Jan
25
awarded  Talkative
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Excellent link.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Nikos what do you mean by "expressing" complex quant equations?
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy I agree that doing the wrapper will not "inject" F# features in the library. You can be willing to use F# because you enjoy functional programming and you plan to build a model in this paradigm but you need at some point to be able to interact with other part of you environment which are written in C# for example. I'm not sure I would chose F# if I was asked to code an independent functional programming project from scratch. But if I have to manage interaction with .net object-oriented code, then I surely would.
Jan
23
revised What is the industry standard Quant Finance modeling library for F#
deleted 3 characters in body; edited tags; edited title
Jan
23
answered What is the industry standard Quant Finance modeling library for F#
Jan
19
comment Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
@pyCthon I never implied that....
Jan
18
reviewed Reviewed Choice of epsilon for numerical calculation of vega in binomial option pricing model
Jan
18
revised What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
typo fixing thanks to vonjd comment